Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48105.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46711.11 Kr¶

PnL: ---------------------------------------> -177.46 Kr¶

DD now: ---------------------------------> -1.077 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 16:12:08.381163'

Anic Portfolio¶

Today¶

Return: 1.205 %¶

This Week¶

Return: 1.205 %¶

Total¶

Return: 57.487 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.260000 2884.000000 248.000000 9.410000 2636.000010
Beijer Electronics Group 26 1.160000 3172.000000 201.000000 6.770000 2971.000006
Corem Property Group B 59 6.700000 686.170000 109.170000 18.920000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.060000 455.000000 100.000000 28.170000 355.000000
HMS Networks 2 1.630000 723.600000 50.600000 7.520000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.080000 1688.400000 34.400000 2.080000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 5.280000 272.880000 26.880000 10.930000 246.000000
Midsona B 63 2.660000 607.950000 24.950000 4.280000 582.999984
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Nordea Bank Abp 29 0.710000 3473.620000 19.620000 0.570000 3453.999992
OEM International B 7 1.960000 547.400000 19.400000 3.670000 527.999997
Intrum 4 2.370000 545.000000 18.000000 3.420000 527.000000
CTEK 13 6.300000 550.550000 16.550000 3.100000 533.999999
Coor Service Management Hold. 8 0.220000 547.200000 15.200000 2.860000 532.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Resurs Holding 22 0.110000 585.640000 11.640000 2.030000 573.999998
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
AcadeMedia 12 0.560000 564.480000 7.480000 1.340000 557.000004
Essity B 2 0.590000 579.800000 5.800000 1.010000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.370000 547.750000 1.750000 0.320000 546.000000
Swedbank A 3 0.530000 564.000000 0.000000 0.000000 564.000000
Securitas B 6 0.790000 568.080000 -1.920000 -0.340000 570.000000
SAAB B 8 1.660000 3336.800000 -40.200000 -1.190000 3377.000000
International Petroleum Corp. 5 3.070000 536.500000 -58.070000 -9.770000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 0.360000 535.440000 -77.560000 -12.650000 612.999432
OX2 18 -1.700000 1508.400000 -155.600000 -9.350000 1663.999992
Axfood 13 0.510000 3573.700000 -182.300000 -4.850000 3756.000001
Ovzon 52 2.260000 3062.800000 -299.200000 -8.900000 3361.999992
Fasadgruppen Group 35 -0.200000 3458.000000 -353.000000 -9.260000 3810.999990
TOTAL 46704.340000 -184.230000 -1.09124% 46888.564618

Updated:¶

'2023-01-16 16:11:02.779325'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶